dw-files.zip
Creators:
Cees Diks
;
Marcin Wolski
From the dataset abstract
We propose an extension of the bivariate nonparametric Diks-Panchenko Granger non-causality test to multivariate settings. We first show that the asymptotic theory for the bivariate test...
Source: Nonlinear Granger Causality: Guidelines for Multivariate Analysis (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | application/zip |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/7be99a6b-80dd-4a36-8498-4d8099bcbf96/resource/c2929a95-f2fc-4b2e-885d-468c72123444/download/dw-files.zip |
| Last updated | November 22, 2022 |
| Created | November 22, 2022 |
